Git Bash on Windows - Where to Store and How to Invoke Bash Scripts

Well, you can put it anywhere you want. But for ease of use, you might want to put it in your home directory. To find it, open up Git Bash and type the following:

cd ~
pwd

It should return something like /c/Documents and Settings/username (or /c/Users/username). In Windows terminology, that it at "C:\Documents and Settings\username" as you would expect.